Immortalised cell lines that mimic their primary cell counterparts are fundamental to research, particularly when large cell numbers are required. Here, we report that immortalisation of bone marrow–derived macrophages (iBMDMs) using the J2 virus resulted in the loss of a protein of interest, MSR1, in WT cells by an unknown mechanism. This led us to perform an in-depth mass spectrometry–based proteomic characterisation of common murine macrophage cell lines (J774A.1, RAW264.7, and BMA3.1A7), in comparison with the iBMDMs, as well as primary BMDMs from both C57BL/6 and BALB/c mice. This analysis revealed striking differences in protein profiles associated with macrophage polarisation, phagocytosis, pathogen recognition, and interferon signalling. Among the cell lines, J774A.1 cells were the most similar to the gold standard primary BMDM model, whereas BMA3.1A7 cells were the least similar because of the reduction in abundance of several key proteins related closely to macrophage function. This comprehensive proteomic dataset offers valuable insights into the use and suitability of macrophage cell lines for cell signalling and inflammation research.